-97.0%
NWGL vs VT
+13.0%
-110.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | +2.6% | +9.6% | +5.6% |
| 7D | -43.7% | +0.4% | -44.0% | -40.6% |
| 30D | -97.0% | -2.6% | -94.4% | -96.3% |
| 3M | -88.4% | -3.2% | -85.2% | -86.0% |
| 6M | -96.1% | +0.9% | -97.0% | -95.7% |
| YTD | -97.5% | +11.3% | -108.8% | -97.8% |
| All | -97.0% | +13.0% | -110.0% | -97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling